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1 posts on "Dealers; liquidity; positions; fixed income; selloff;"
October 16, 2013

Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed‑Income Markets

Tobias Adrian, Michael J. Fleming, Jonathan E. Goldberg, Morgan Lewis, Fabio M. Natalucci, and Jason J. Wu Long-term interest rates hit record-low levels in 2012 but have since increased substantially. As discussed in an earlier post, the sharpest increase occurred between May 2 and July 5 of this year, with the ten-year Treasury yield rising from 1.63 percent […]

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Posted at 7:02 am in Financial Institutions, Financial Markets, Liquidity | Permalink | Comments (3)

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

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